You will be expected to support the drafting and refinement of the Risk Standards and Aggregation policy. To meet the target delivery timeline, the tasks on the policies will need to be done in parallel with the data documentation, which will consume the bulk of current resources’ time.
You will be expected to work with the functional leads from the various risk reporting teams to review options to operationalize the requirements in the policy, while working with the consultants to update the policy to provide better clarity (where necessary) to meet BCBS239 requirements.
The role requires a self-starter who is proactive and willing to learn and develop quickly. Specifically, the candidate should:
Have good knowledge of credit or market risk concepts, with some experience in the analytics and reporting role
Possess the ability to multi-task and good communications skills